NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	2.419	2.468	0.049	2.0%	2.480
High	2.475	2.483	0.008	0.3%	2.522
Low	2.416	2.430	0.014	0.6%	2.432
Close	2.459	2.478	0.019	0.8%	2.445
Range	0.059	0.053	-0.006	-10.2%	0.090
ATR	0.069	0.068	-0.001	-1.6%	0.000
Volume	24,262	22,177	-2,085	-8.6%	117,908

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.623	2.603	2.507
R3	2.570	2.550	2.493
R2	2.517	2.517	2.488
R1	2.497	2.497	2.483	2.507
PP	2.464	2.464	2.464	2.469
S1	2.444	2.444	2.473	2.454
S2	2.411	2.411	2.468
S3	2.358	2.391	2.463
S4	2.305	2.338	2.449

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.736	2.681	2.495
R3	2.646	2.591	2.470
R2	2.556	2.556	2.462
R1	2.501	2.501	2.453	2.484
PP	2.466	2.466	2.466	2.458
S1	2.411	2.411	2.437	2.394
S2	2.376	2.376	2.429
S3	2.286	2.321	2.420
S4	2.196	2.231	2.396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.522	2.414	0.108	4.4%	0.058	2.3%	59%	False	False	22,433
10	2.530	2.414	0.116	4.7%	0.061	2.5%	55%	False	False	27,217
20	2.583	2.254	0.329	13.3%	0.069	2.8%	68%	False	False	26,558
40	2.583	2.201	0.382	15.4%	0.068	2.8%	73%	False	False	23,112
60	2.583	2.049	0.534	21.5%	0.066	2.7%	80%	False	False	22,639

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.708
2.618	2.622
1.618	2.569
1.000	2.536
0.618	2.516
HIGH	2.483
0.618	2.463
0.500	2.457
0.382	2.450
LOW	2.430
0.618	2.397
1.000	2.377
1.618	2.344
2.618	2.291
4.250	2.205

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	2.471	2.468
PP	2.464	2.458
S1	2.457	2.449

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These figures are updated between 7pm and 10pm EST after a trading day.

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